computing error on least square fitting

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Sumera Yamin
Sumera Yamin on 13 Aug 2020
Edited: Sumera Yamin on 16 Aug 2020
Hi, i slove a system of equations (Ax-b) using least square method. i get an output with x like [2.5; -11.1; 0.8; 0.5]. the status flag is zero with system converging at iteration 2 and relative residual of 0.019. I want to calculate the error on my fit i--e with which certainity my solution is accurate. Can i claim that the residual which is norm of (Ax-b)/b means that my fit has an error of 1.9%?if not how can i calculate error on my fit?

Answers (1)

Bruno Luong
Bruno Luong on 15 Aug 2020
Can i claim that the residual which is norm of (Ax-b)/b
No make it
norm(A*x-b) / norm(b)
  3 Comments
Bruno Luong
Bruno Luong on 15 Aug 2020
If you want an unnambiguous mathematical statement, just state exactly what mean:
norm(A*x-b) / norm(b) is approximatively 0.019
At your place I would say in the speaking language
The fit has a relative l2-norm residual of 1.9%.
The fit error usually designates the difference between the true and the estimated fit (parameters). So to me you shouldn't use the word "error."
Sumera Yamin
Sumera Yamin on 15 Aug 2020
Sorry i am not getting hang of it. " The fit has a relative l2-norm residual of 1.9%." how would i interpret this statement in terms of accuracy of my solution.
"The fit error usually designates the difference between the true and the estimated fit (parameters)" how can i calculate fit error?

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